+4.4%
RDW vs JBHT
+87.2%
-82.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.8% | +0.6% | +4.2% | +4.5% |
| 30D | -19.5% | +0.9% | -20.5% | -20.1% |
| 3M | -26.9% | -4.4% | -22.5% | -25.7% |
| 6M | +17.8% | +24.5% | -6.8% | +2.4% |
| YTD | +43.0% | +38.6% | +4.4% | +16.9% |
| 1Y | +32.1% | +97.2% | -65.1% | -14.1% |
| 3Y | +250.6% | +49.3% | +201.3% | +164.2% |
| 5Y | -6.6% | +61.4% | -68.0% | -27.9% |
| All | +4.4% | +87.2% | -82.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling